[R-SIG-Finance] getSymbols() with various frequency

[Mario Pisa]

This may be an approximation:

for(symbol in symbols){ # establish trade-able instruments
    stock(symbol, currency="USD",multiplier=1)
    ticker <- getSymbols(symbol, auto.assign = F)
    assign(paste0(symbol, “_daily"), ticker)
    ticker <-  to_weekly(ticker)
    assign(paste0(symbol, “_weekly"), ticker)
}




> El 3 abr 2019, a las 20:48, Steve Hun via R-SIG-Finance <r-sig-finance using r-project.org> escribió:
> 
> Hi,
> 
> in this small code piece, the return stock prices are default to daily but
> intended to be in weekly or monthly format:
> 
> for(symbol in symbols){ # establish trade-able instruments
>     stock(symbol, currency="USD",multiplier=1)
>     getSymbols(symbol)
> }
> 
> One way to do that is use to.weekly() function. The issue is symbol (say,
> symbol = "SPY") is a character class, not "xts zoo" class so
> to.weekly(symbol) would incur errors. to.weekly(SPY) is fine. When the
> symbols list is long, this'd become annoying. 
> 
> So are there better to convert daily price to weekly/monthly?
> 
> Thanks
> 
> 	[[alternative HTML version deleted]]
> 
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